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~subject:"Portfolio selection"
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Portfolio selection
Theorie
629,369
Theory
614,467
USA
41,161
United States
40,011
Schätzung
29,879
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29,133
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Share price
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Asymmetrische Information
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Competition
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Fabozzi, Frank J.
122
Maurer, Raimond
71
Platen, Eckhard
54
Gollier, Christian
49
Korn, Ralf
45
Uppal, Raman
43
Ang, Andrew
41
Mitchell, Olivia S.
41
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
36
Satchell, Stephen
36
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Wong, Hoi Ying
29
Bodie, Zvi
28
Lucas, André
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Bernard, Carole
25
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
Van Wincoop, Eric
25
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National Bureau of Economic Research
244
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Judge Institute of Management Studies
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
De Gruyter Oldenbourg
2
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European journal of operational research : EJOR
283
Insurance / Mathematics & economics
277
Journal of banking & finance
239
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
184
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
120
Journal of financial economics
105
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economics letters
85
Economic modelling
83
Swiss Finance Institute Research Paper
83
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
71
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
67
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Annals of finance
60
Applied economics
58
Journal of mathematical finance
57
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ECONIS (ZBW)
18,620
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1
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1
Multiplier
optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
2
A convex stochastic optimization problem arising from portfolio selection
Jin, Hanqing
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 171-183
Persistent link: https://www.econbiz.de/10003643506
Saved in:
3
Optimal investment and financing with a bank-tax-interaction
Chen, Biao
;
Yang, Jinqiang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438331
Saved in:
4
Sparse portfolio optimization via l1 over l2 regularization
Wu, Zhongming
;
Sun, Kexin
;
Ge, Zhili
;
Allen-Zhao, Zhihua
; …
- In:
European journal of operational research : EJOR
319
(
2024
)
3
,
pp. 820-833
Persistent link: https://www.econbiz.de/10015085058
Saved in:
5
Domestic credit and output determination in a "new classical" model of a small open economy with perfect capital mobility
Montiel, Peter
-
1986
Persistent link: https://www.econbiz.de/10000701730
Saved in:
6
Endogenous money : on banking behaviour in new and post Keynesian models
Georg, Co-Pierre
(
contributor
);
Pasche, Markus
(
contributor
)
-
2008
reserves from portfolio and liquidity considerations. As a result, the money
multiplier
as well as the money base are …
Persistent link: https://www.econbiz.de/10003765967
Saved in:
7
Monetary aggregates, portfolio shifts, and monetary policy
Rohde, Armin
;
Oestreich, Agnes
- In:
Baltic Business and Socio-Economic Development 2007 : …
,
(pp. 88-105)
.
2010
Persistent link: https://www.econbiz.de/10003946605
Saved in:
8
ECash, Futures, Optionen - Gefahr für die Preisstabilität in Europa? : Eine portfoliotheoretische und ökonometrische Analyse über den Einfluß von Finanzinnovationen auf die Geldmen...
Polster, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001478020
Saved in:
9
Geldpolitik und Preisentwicklung in der Bundesrepublik Deutschland : eine disaggregierte Analyse
Westphal, Uwe
- In:
Neuere Entwicklungen in der Geldtheorie und Währungspolitik
,
(pp. 71-95)
.
1995
Persistent link: https://www.econbiz.de/10001315897
Saved in:
10
The Demand for Assets and Optimal Monetary Aggregation
Jadidzadeh, Ali
-
2018
hypothesis and provide evidence consistent with neoclassical microeconomic
theory
. Statistical tests reject the appropriateness …
Persistent link: https://www.econbiz.de/10012915977
Saved in:
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